-9.8%
KGC vs CAPR
+64.2%
-74.0%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +9.4% | -6.7% | +2.7% |
| 7D | +11.1% | +36.0% | -24.9% | +11.1% |
| 30D | -3.7% | +25.8% | -29.5% | -3.8% |
| 3M | -17.2% | +140.8% | -158.1% | -17.2% |
| 6M | -27.3% | -67.6% | +40.3% | -27.4% |
| YTD | -18.5% | -65.9% | +47.3% | -18.6% |
| All | -9.8% | +64.2% | -74.0% | -8.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded CAPR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling